CBOE Futures Exchange Daily Market Statistics

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CFE Futures Price & Volume Detail for Thursday, December 8, 2016

Trade Volume

ECRP Volume

Open Interest

Change inOpen Interest

CFE Futures Totals

260861

0

434024

-4604

Futures

Trade Volume

ECRP Volume

Open Interest

Change inOpen Interest

CBOE RUSSELL 2000 VOLATILITY INDEX

9

0

157

-5

CBOE VOLATILITY INDEX

260852

0

433867

-4599

CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX

0

0

0

0

S&P 500 VARIANCE FUTURES

0

0

0

0

CBOE RUSSELL 2000 VOLATILITY INDEX VU

VU Z (Dec 16)

Contract Prices (US$)

Open

High

Low

Close

17.70

b18.10

17.65

17.65

Settle

Settle - Var

Change

17.625

N/A

-0.08

Contract Volume

Total

ECRP

Open Interest

4

0

73

VU F (Jan 17)

Contract Prices (US$)

Open

High

Low

Close

0.00

b20.50

20.20a

0.00

Settle

Settle - Var

Change

20.125

N/A

-0.10

Contract Volume

Total

ECRP

Open Interest

0

0

50

VU G (Feb 17)

Contract Prices (US$)

Open

High

Low

Close

0.00

b21.20

21.05a

0.00

Settle

Settle - Var

Change

20.950

N/A

-0.20

Contract Volume

Total

ECRP

Open Interest

0

0

22

VU H (Mar 17)

Contract Prices (US$)

Open

High

Low

Close

22.25

b22.30

22.25

22.25

Settle

Settle - Var

Change

22.175

N/A

-0.08

Contract Volume

Total

ECRP

Open Interest

5

0

12

CBOE VOLATILITY INDEX VX

VX50 Z (Dec 16)

Contract Prices (US$)

Open

High

Low

Close

13.10

b13.80

13.10

13.40

Settle

Settle - Var

Change

13.275

N/A

0.10

Contract Volume

Total

ECRP

Open Interest

72

0

527

VX Z (Dec 16)

Contract Prices (US$)

Open

High

Low

Close

13.32

13.91

13.05

13.43

Settle

Settle - Var

Change

13.425

N/A

0.10

Contract Volume

Total

ECRP

Open Interest

130431

0

155791

VX52 Z (Dec 16)

Contract Prices (US$)

Open

High

Low

Close

0.00

b14.55

14.10a

0.00

Settle

Settle - Var

Change

14.125

N/A

-0.08

Contract Volume

Total

ECRP

Open Interest

0

0

11

VX01 F (Jan 17)

Contract Prices (US$)

Open

High

Low

Close

14.80

b15.15

14.80

15.05

Settle

Settle - Var

Change

14.750

N/A

-0.05

Contract Volume

Total

ECRP

Open Interest

12

0

32

VX02 F (Jan 17)

Contract Prices (US$)

Open

High

Low

Close

15.10

b15.40

15.00a

15.10

Settle

Settle - Var

Change

15.000

N/A

-0.05

Contract Volume

Total

ECRP

Open Interest

1

0

17

VX F (Jan 17)

Contract Prices (US$)

Open

High

Low

Close

15.45

15.90

15.30

15.53

Settle

Settle - Var

Change

15.525

N/A

0.05

Contract Volume

Total

ECRP

Open Interest

88623

0

153527

VX04 F (Jan 17)

Contract Prices (US$)

Open

High

Low

Close

0.00

b15.75

15.45a

0.00

Settle

Settle - Var

Change

15.550

N/A

15.55

Contract Volume

Total

ECRP

Open Interest

0

0

0

VX G (Feb 17)

Contract Prices (US$)

Open

High

Low

Close

16.64

17.00

16.52

16.72

Settle

Settle - Var

Change

16.725

N/A

0.10

Contract Volume

Total

ECRP

Open Interest

22982

0

41926

VX H (Mar 17)

Contract Prices (US$)

Open

High

Low

Close

17.56

17.90

17.45

17.65

Settle

Settle - Var

Change

17.625

N/A

0.08

Contract Volume

Total

ECRP

Open Interest

8863

0

29941

VX J (Apr 17)

Contract Prices (US$)

Open

High

Low

Close

18.30

18.60

18.23

18.37

Settle

Settle - Var

Change

18.375

N/A

0.08

Contract Volume

Total

ECRP

Open Interest

4705

0

22930

VX K (May 17)

Contract Prices (US$)

Open

High

Low

Close

18.73

18.97

18.62

18.78

Settle

Settle - Var

Change

18.775

N/A

0.05

Contract Volume

Total

ECRP

Open Interest

2150

0

15914

VX M (Jun 17)

Contract Prices (US$)

Open

High

Low

Close

19.04

19.25

18.90

19.12

Settle

Settle - Var

Change

19.125

N/A

0.10

Contract Volume

Total

ECRP

Open Interest

1954

0

8706

VX N (Jul 17)

Contract Prices (US$)

Open

High

Low

Close

19.56

19.76

19.46

19.65

Settle

Settle - Var

Change

19.650

N/A

0.08

Contract Volume

Total

ECRP

Open Interest

894

0

3629

VX Q (Aug 17)

Contract Prices (US$)

Open

High

Low

Close

19.80

19.89

19.67

19.74

Settle

Settle - Var

Change

19.700

N/A

0.03

Contract Volume

Total

ECRP

Open Interest

165

0

916

CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY

VXTY Z (Dec 16)

Contract Prices (US$)

Open

High

Low

Close

0.00

b5.30

6.30a

0.00

Settle

Settle - Var

Change

5.800

N/A

-0.20

Contract Volume

Total

ECRP

Open Interest

0

0

0

VXTY F (Jan 17)

Contract Prices (US$)

Open

High

Low

Close

0.00

b5.35

6.35a

0.00

Settle

Settle - Var

Change

5.850

N/A

-0.20

Contract Volume

Total

ECRP

Open Interest

0

0

0

VXTY G (Feb 17)

Contract Prices (US$)

Open

High

Low

Close

0.00

b5.40

6.40a

0.00

Settle

Settle - Var

Change

5.900

N/A

-0.20

Contract Volume

Total

ECRP

Open Interest

0

0

0

VXTY H (Mar 17)

Contract Prices (US$)

Open

High

Low

Close

0.00

b5.45

6.45a

0.00

Settle

Settle - Var

Change

5.950

N/A

-0.20

Contract Volume

Total

ECRP

Open Interest

0

0

0

S&P 500 VARIANCE FUTURES VA

VA Z (Dec 16)

Contract Prices (US$)

Open

High

Low

Close

0.00

b11.85

10.50a

0.00

Settle

Settle - Var

Change

12.075

720.4455

1.18

Contract Volume

Total

ECRP

Open Interest

0

0

0

VA F (Jan 17)

Contract Prices (US$)

Open

High

Low

Close

0.00

b14.05

13.40a

0.00

Settle

Settle - Var

Change

13.450

660.6557

0.15

Contract Volume

Total

ECRP

Open Interest

0

0

0

VA G (Feb 17)

Contract Prices (US$)

Open

High

Low

Close

0.00

b15.05

14.70a

0.00

Settle

Settle - Var

Change

14.825

884.3353

0.20

Contract Volume

Total

ECRP

Open Interest

0

0

0

VA H (Mar 17)

Contract Prices (US$)

Open

High

Low

Close

0.00

b16.30

16.10a

0.00

Settle

Settle - Var

Change

16.175

714.8282

0.25

Contract Volume

Total

ECRP

Open Interest

0

0

0

VA M (Jun 17)

Contract Prices (US$)

Open

High

Low

Close

0.00

b18.25

18.15a

0.00

Settle

Settle - Var

Change

18.200

816.1323

0.20

Contract Volume

Total

ECRP

Open Interest

0

0

0

VA U (Sep 17)

Contract Prices (US$)

Open

High

Low

Close

0.00

b19.15

19.15a

0.00

Settle

Settle - Var

Change

19.150

793.4227

0.20

Contract Volume

Total

ECRP

Open Interest

0

0

0

VA Z (Dec 17)

Contract Prices (US$)

Open

High

Low

Close

0.00

b19.70

19.95a

0.00

Settle

Settle - Var

Change

19.825

776.6735

0.15

Contract Volume

Total

ECRP

Open Interest

0

0

0

VA F (Jan 18)

Contract Prices (US$)

Open

High

Low

Close

0.00

b19.70

19.90a

0.00

Settle

Settle - Var

Change

19.800

883.8026

0.15

Contract Volume

Total

ECRP

Open Interest

0

0

0

VA M (Jun 18)

Contract Prices (US$)

Open

High

Low

Close

0.00

b20.45

20.65a

0.00

Settle

Settle - Var

Change

20.625

831.9475

0.25

Contract Volume

Total

ECRP

Open Interest

0

0

0

VA Z (Dec 18)

Contract Prices (US$)

Open

High

Low

Close

0.00

b20.95

21.05a

0.00

Settle

Settle - Var

Change

21.125

788.8968

0.30

Contract Volume

Total

ECRP

Open Interest

0

0

0

"b" indicates a bid price.
"a" indicates an offer price.
* Represents either final settlement price or that Exchange discretionary authority used in determining daily settlement price. If Exchange discretionary authority used in determining final settlement price, that will be separately indicated.